Analysis run in : 2024-06-15 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -118,461 | -37,576 | -0.517468 | 0.112438 |
| 1 | equities | 1170E1 | VIX FUTURES | -48,438 | -7,163 | -0.786280 | -0.603821 |
| 2 | equities | 239742 | RUSSELL E-MINI | -38,064 | -4,374 | -0.863392 | -0.933547 |
| 3 | equities | 12460+ | DJIA Consolidated | 2,476 | -5,949 | -1.777221 | -1.973640 |
| 4 | equities | 209742 | NASDAQ MINI | -5,459 | -7,899 | -1.639475 | -1.343077 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | -49 | 1,514 | 2.157553 | 2.242404 |
| 6 | rates | 043602 | UST 10Y NOTE | -297,553 | 93,794 | 2.056252 | 2.102623 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,499,576 | 71,219 | -1.476637 | -1.981931 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,137,784 | -98,311 | -2.590405 | -0.301981 |
| 9 | rates | 020601 | UST BOND | -15,213 | -3,123 | 0.078246 | 0.808909 |
| 10 | rates | 045601 | FED FUNDS | -80,203 | -67,223 | -0.541820 | -0.055471 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | 4,987 | 114 | 1.237854 | 0.692687 |
| 13 | currencies | 097741 | JAPANESE YEN | -142,848 | -11,008 | 0.021118 | -0.710562 |
| 14 | currencies | 099741 | EURO FX | 40,715 | -26,812 | 0.399773 | -0.467219 |
| 15 | currencies | 096742 | BRITISH POUND | 52,882 | 6,111 | 1.021207 | 1.079939 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | -65,060 | -14,063 | 0.791517 | 0.299710 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -131,882 | -38,187 | -2.264907 | -2.386471 |
| 18 | currencies | 095741 | MEXICAN PESO | 118,968 | -4,430 | -0.363416 | 0.661738 |
| 19 | currencies | 112741 | NZ DOLLAR | 10,978 | 3,773 | 1.946165 | 1.828706 |
| 20 | currencies | 092741 | SWISS FRANC | -44,257 | 2,798 | -0.775288 | -1.319289 |
| 21 | commodities | 133741 | BITCOIN | -1,284 | -51 | -0.790428 | 0.112185 |
| 22 | commodities | 06765T | BRENT LAST DAY | -18,089 | -3,693 | 0.941284 | 0.586156 |
| 23 | commodities | 088691 | GOLD | 236,166 | -7,841 | 0.273699 | 0.825818 |
| 24 | commodities | 085692 | COPPER- #1 | 57,376 | 482 | 0.554254 | 1.139464 |
| 25 | commodities | 023651 | NAT GAS NYME | -103,403 | -2,649 | 0.610141 | 0.363914 |
| 26 | commodities | 111659 | GASOLINE RBOB | 42,624 | -3,615 | -1.314818 | -1.940329 |
| 27 | commodities | 022651 | NY HARBOR ULSD | 10,568 | -3,919 | -0.111971 | -0.823779 |
| 28 | commodities | 084691 | SILVER | 46,858 | -4,679 | -0.977792 | 0.631618 |
| 29 | commodities | 076651 | PLATINUM | 15,951 | -8,475 | -0.139053 | 0.131990 |
| 30 | commodities | 002602 | CORN | -134,751 | 7,462 | 0.177946 | 0.618006 |
| 31 | commodities | 005602 | SOYBEANS | -81,083 | -14,600 | 0.596536 | 0.341988 |
| 32 | commodities | 001602 | WHEAT-SRW | -34,264 | -12,945 | 0.319830 | 0.469673 |
| 33 | commodities | 001612 | WHEAT-HRW | -12,406 | -4,723 | 0.777629 | 1.117033 |
| 34 | commodities | 057642 | LIVE CATTLE | 76,212 | -2,855 | 0.031075 | 0.569824 |
| 35 | commodities | 054642 | LEAN HOGS | 23,295 | -11,860 | -1.996654 | -0.798128 |
| 36 | commodities | 080732 | SUGAR NO. 11 | -11,868 | 13,297 | -0.962721 | -1.562460 |
| 37 | commodities | 033661 | COTTON NO. 2 | -16,012 | -11,574 | -1.289637 | -1.445093 |
| 38 | commodities | 083731 | COFFEE C | 66,780 | -2,038 | 0.277576 | 0.913953 |
| 39 | commodities | 073732 | COCOA | 24,429 | 4,493 | 0.433117 | -0.686158 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 4,450 | -617 | 1.077469 | 1.702834 |
Plotting plotly¶
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